One-Dimensional Stable Distributions

One-Dimensional Stable Distributions book cover

One-Dimensional Stable Distributions

Author(s): V M Zolotarev (Author)

  • Publisher: Amer Mathematical Society
  • Publication Date: June 30, 1986
  • Language: English
  • Print length: 284 pages
  • ISBN-10: 0821845195
  • ISBN-13: 9780821845196

Book Description

This is the first book specifically devoted to a systematic exposition of the essential facts known about the properties of stable distributions. In addition to its main focus on the analytic properties of stable laws, the book also includes examples of the occurrence of stable distributions in applied problems and a chapter on the problem of statistical estimation of the parameters determining stable laws. A valuable feature of the book is the author’s use of several formally different ways of expressing characteristic functions corresponding to these laws.

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